Another extension of the method of quasilinearization of stochastic initial value problems

被引：0

作者：

Shahzad, N

Mcrae, FA

机构：

[1] FLORIDA INST TECHNOL,DEPT APPL MATH,MELBOURNE,FL 32901

[2] JACKSONVILLE STATE UNIV,DEPT MATH,JACKSONVILLE,FL 32211

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 1996年 / 14卷 / 02期

关键词：

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we extend the method of quasilinearization to stochastic initial value problems.

引用

页码：191 / 200

页数：10

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